Migraine shares a complex and poorly understood relationship with sleep. Patients consistently report poor sleep prior to migraine attacks and during them, identifying poor sleep as a migraine trigger. However, anecdotally, sleep is reported to serve a therapeutic role in terminating headache. Are the associations between migraine and sleep simply the result of various bidirectional relationships? A growing body of evidence suggests there may be a common underlying etiology as well. Our objective was to review studies of sleep and migraine from the last 2 decades utilizing validated subjective and objective measures of sleep and to explore potential mechanisms underlying this complex relationship by incorporating recent advances in neuroscience. We specifically focus on insomnia, obstructive sleep apnea, parasomnias, sleep related movement disorders, and REM sleep related disorders and their relationship to migraine. Parts of brainstem-cortical networks involved in sleep physiology are unintentionally being identified as important factors in the common migraine pathway. Recent discoveries on anatomic localization (the hypothalamus as a key and early mediator in the pathophysiology of migraine), common mediating signaling molecules (such as serotonin and dopamine), and the discovery of a new CNS waste removal system, the glymphatic system, all point to a common pathophysiology manifesting in migraine and sleep problems.